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On a double barrier hybrid dividend strategy in a compound Poisson risk model with stochastic income

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Published in 2021 at "Annals of Operations Research"

DOI: 10.1007/s10479-021-03937-0

Abstract: The paper features a hybrid dividend payment strategy on an insurance surplus with stochastic income. The hybrid dividend strategy works as follows: A delay-clock starts whenever the surplus up-shoots, due to a premium arrival, to… read more here.

Keywords: strategy; dividend; dividend strategy; compound poisson ... See more keywords